I was always worried about missing the last S-bahn or U-bahn train in Berlin. They stop at 1AM, and the city is quite dark after that.
Then, tonight, I missed one barely by making a wrong turn to change trains and missing my connection.
Well, it turned out to be no problem. I lost about an hour and had to spend some time walking, but a friendly Berliner helped and showed me how the night bus runs.
Now? Less worries. It's amazing how consistently being exposed to hassle or a minor thing going wrong inoculates you against fearing it.
Sometimes, in the right mood, I go out of the way to get lost or try to figure out something that would be hassle to most people.
I don't do it often, but it's fun when I do. What happens if you miss the last train? What happens if you wait until the deadline on paperwork? These things worry most people, but perhaps not rightfully so. Little anxieties and hassles that seem daunting beforehand always seem to wind up being not so bad.